Temat: real-time data - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: End-of-sample vs. Real-time Data: Perspectives for Analysis of Expectations
Autorzy:: Tomczyk, Emilia
Powiązania:: https://bibliotekanauki.pl/articles/500478.pdf
Data publikacji:: 2013-09-01
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: end-of-sample (EOS) data
real-time (RTV) data
data revisions
economic databases
expectations
Opis:: Data revision is usually defined as an adjustment published after initial value had been announced; it may reflect rectification of errors, availability of new information, introduction of new measurement or aggregation techniques etc. This paper addresses the impact of data revisions on measures of expectations and offers an introduction to empirical analysis of data vintage in testing properties of expectations. It also defines and classifies data revisions and presents a review of literature and databases available for the purposes of real time analysis.
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2013, 93: Expectations and Forecasting; 45-69
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Quantification of expectations for general economic situation on the basis of industrial production index with data revisions
Autorzy:: Tomczyk, Emilia
Powiązania:: https://bibliotekanauki.pl/articles/500423.pdf
Data publikacji:: 2015
Wydawca:: Szkoła Główna Handlowa w Warszawie
Tematy:: end-of-sample (EOS) data
real time (RTV) data
data revisions
survey data
general economic situation
expectations
quantification
regression method
Opis:: Use of appropriate data vintages and taking data revisions into account have only recently became a staple of applied econometric analysis. In this paper, the topic of data vintage in regression quantification procedures is readdressed for survey data on general economic situation. From empirical analysis it follows that quantification of survey data on general economic situation on the basis of industrial production index does not present a significant improvement over the use of response balance. Additionally, results obtained for real-time and end-of-sample data are very similar and do not suggest superiority of any of these two data vintages as far as quantification of survey data on general economic situation is concerned
Źródło:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2015, 97: Economic cycles and uncertainty; 95-106
0866-9503
Pojawia się w:: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:: Biblioteka Nauki

Artykuł

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